ICOI vs PBJN

Comparison between BITWISE COIN OPTION INCOME STRATEGY ETF (ICOI, ETF) and PGIM S&P 500 BUFFER 20 ETF - JUNE (PBJN, ETF).

ICOI vs PBJN - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	ICOI(ETF)	PBJN(ETF)
Net Assets	$24M	$24M
Expense Ratio	0.96%	0.50%
Max Drawdown	84.26%	8.70%
Sharpe Ratio	-1.09	1.29
5Y Beta	1.73	0.41

Net Assets

Winner

ICOI

$24M

PBJN

$24M

Expense Ratio

ICOI

0.96%

Winner

PBJN

0.50%

Max Drawdown

ICOI

84.26%

Winner

PBJN

8.70%

Sharpe Ratio

ICOI

-1.09

Winner

PBJN

1.29

5Y Beta

ICOI

1.73

Winner

PBJN

0.41

ICOI vs PBJN - Historical Returns

Returns include dividend reinvestment.

Period	ICOI	PBJN
1 month	-14.35%	-0.60%
3 months	-16.70%	+1.64%
6 months	-35.68%	+2.88%
1 year	-44.31%	+9.46%
Max(CAGR)	-29.50%	+10.53%

ICOI

-14.35%

Winner

PBJN

-0.60%

ICOI

-16.70%

Winner

PBJN

+1.64%

ICOI

-35.68%

Winner

PBJN

+2.88%

ICOI

-44.31%

Winner

PBJN

+9.46%

Max(CAGR)

ICOI

-29.50%

Winner

PBJN

+10.53%

ICOI vs PBJN - Annual Returns (2024 - 2026)

Returns include dividend reinvestment.

Year	ICOI	PBJN
2026	-29.56%	+2.19%
2025	-9.52%	+11.89%
2024	N/A	+6.90%

ICOI vs PBJN Drawdown Comparison

The maximum drawdown for ICOI was -58.68%, occurring on Feb 5, 2026. This drawdown has not yet recovered.

The maximum drawdown for PBJN was -8.70%, occurring on Apr 8, 2025. Recovery took 58 trading sessions.

The current ICOI drawdown is -58.41%. The current PBJN drawdown is -1.15%.

Rank	ICOI	PBJN
#1	-58.68% Jul 18, 2025 - Feb 5, 2026	-8.70% Feb 19, 2025 - May 13, 2025
#2	-10.29% Apr 3, 2025 - Apr 9, 2025	-3.35% Jul 16, 2024 - Aug 19, 2024
#3	-7.97% May 22, 2025 - Jun 20, 2025	-2.40% Feb 25, 2026 - Apr 8, 2026
#4	-4.93% May 14, 2025 - May 16, 2025	-1.68% Aug 30, 2024 - Sep 13, 2024
#5	-4.33% Jun 24, 2025 - Jun 27, 2025	-1.50% May 19, 2025 - May 27, 2025
#6	-3.52% Apr 9, 2025 - Apr 14, 2025	-1.25% Oct 27, 2025 - Nov 26, 2025
#7	-2.47% Apr 14, 2025 - Apr 22, 2025	-1.15% Jun 2, 2026 - Jun 5, 2026
#8	-2.00% Jun 30, 2025 - Jul 2, 2025	-1.11% Dec 11, 2024 - Jan 17, 2025
#9	-1.20% May 2, 2025 - May 8, 2025	-0.80% Oct 8, 2025 - Oct 20, 2025
#10	-0.97% May 19, 2025 - May 22, 2025	-0.78% Jun 9, 2025 - Jun 24, 2025
#11	-0.56% Jul 14, 2025 - Jul 16, 2025	-0.77% Nov 8, 2024 - Nov 25, 2024
#12	-0.54% Apr 29, 2025 - May 2, 2025	-0.71% Oct 29, 2024 - Nov 6, 2024
#13	-0.37% Apr 25, 2025 - Apr 29, 2025	-0.71% Jul 28, 2025 - Aug 8, 2025
#14	-0.25% Jul 7, 2025 - Jul 9, 2025	-0.63% Jan 28, 2026 - Feb 9, 2026
#15	N/A	-0.52% Jan 12, 2026 - Jan 23, 2026

Correlation

Correlation between ICOI and PBJN is -0.63 which considered as a moderate negative correlation - the stocks show some tendency to move in opposite directions.

-0.63

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